ECBOT 30 Year Treasury Bond Future September 2009

Trading Metrics calculated at close of trading on 08-May-2009

Day Change Summary
	Previous	Current
	07-May-2009	08-May-2009	Change	Change %	Previous Week
Open	120-11	118-27	-1-16	-1.2%	120-24
High	120-13	119-19	-0-26	-0.7%	121-23
Low	118-19	118-06	-0-13	-0.3%	118-06
Close	119-02	118-31	-0-03	-0.1%	118-31
Range	1-26	1-13	-0-13	-22.4%	3-17
ATR	1-17	1-17	0-00	-0.6%	0-00
Volume	685	1,136	451	65.8%	3,655

Daily Pivots for day following 08-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	123-04	122-15	119-24
R3	121-23	121-02	119-11
R2	120-10	120-10	119-07
R1	119-21	119-21	119-03	120-00
PP	118-29	118-29	118-29	119-03
S1	118-08	118-08	118-27	118-18
S2	117-16	117-16	118-23
S3	116-03	116-27	118-19
S4	114-22	115-14	118-06

Weekly Pivots for week ending 08-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	130-07	128-04	120-29
R3	126-22	124-19	119-30
R2	123-05	123-05	119-20
R1	121-02	121-02	119-09	120-11
PP	119-20	119-20	119-20	119-08
S1	117-17	117-17	118-21	116-26
S2	116-03	116-03	118-10
S3	112-18	114-00	118-00
S4	109-01	110-15	117-01

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-23	118-06	3-17	3.0%	1-07	1.0%	22%	False	True	731
10	124-10	118-06	6-04	5.1%	1-12	1.2%	13%	False	True	479
20	126-29	118-06	8-23	7.3%	1-13	1.2%	9%	False	True	295
40	130-15	118-06	12-09	10.3%	1-21	1.4%	6%	False	True	237
60	130-15	118-06	12-09	10.3%	1-18	1.3%	6%	False	True	164

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-12
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-18
2.618	123-09
1.618	121-28
1.000	121-00
0.618	120-15
HIGH	119-19
0.618	119-02
0.500	118-28
0.382	118-23
LOW	118-06
0.618	117-10
1.000	116-25
1.618	115-29
2.618	114-16
4.250	112-07

Fisher Pivots for day following 08-May-2009
Pivot	1 day	3 day
R1	118-30	119-30
PP	118-29	119-20
S1	118-28	119-10

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These figures are updated between 7pm and 10pm EST after a trading day.

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